Because blue is pretty. Pink is pretty too, but pink cheese would just look silly and orange or red would look like somebody had an accident. I've seen green mold in cheese, but blue is WAY prettier. They could maybe do a Grateful Dead cheese and do blue, green and some purple, and if it lit up when you shone a black light on it it would be really, REALLY cool! They could do the purple part like port wine cheese only use really purple grapes, and then somebody could sell black crackers and we'd be all ready for the munchies to get us!